+6,930.2%
URI vs NTRS
+932.8%
+5,997.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.1% |
| 7D | +2.5% | +1.7% | +0.8% | +1.4% |
| 30D | -12.5% | +0.1% | -12.7% | -12.7% |
| 3M | -6.2% | +9.8% | -16.0% | -12.1% |
| 6M | +25.9% | +34.7% | -8.8% | +2.6% |
| YTD | +26.2% | +37.4% | -11.2% | +1.2% |
| 1Y | +5.5% | +48.2% | -42.7% | -19.6% |
| 3Y | +125.0% | +163.5% | -38.5% | +17.0% |
| 5Y | +210.4% | +88.2% | +122.2% | +96.7% |
| 10Y | +1,157.2% | +246.8% | +910.3% | +461.5% |
| All | +6,930.2% | +932.8% | +5,997.4% | +1,130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling